+883.7%
BAH vs FLR
+17.6%
+866.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | -1.3% |
| 7D | -3.2% | +5.4% | -8.7% | -3.7% |
| 30D | +2.0% | +11.4% | -9.4% | +0.9% |
| 3M | -7.6% | +11.4% | -19.0% | -8.8% |
| 6M | -5.7% | +16.6% | -22.3% | -7.6% |
| YTD | -11.7% | +41.7% | -53.4% | -15.0% |
| 1Y | -27.4% | +35.4% | -62.8% | -29.9% |
| 3Y | -32.5% | +57.3% | -89.8% | -37.2% |
| 5Y | -3.3% | +241.0% | -244.3% | -17.0% |
| 10Y | +186.0% | +16.6% | +169.3% | +202.0% |
| All | +883.7% | +17.6% | +866.1% | +856.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling